Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47931.1 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46536.2 Kr¶

PnL: ---------------------------------------> -352.37 Kr¶

DD now: ---------------------------------> -1.437 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 14:26:19.515060'

Anic Portfolio¶

Today¶

Return: 0.46 %¶

This Week¶

Return: 0.837 %¶

Total¶

Return: 56.914 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.370000 2859.500000 223.500000 8.480000 2636.000010
Beijer Electronics Group 26 0.000000 3104.400000 133.400000 4.490000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.320000 432.600000 77.600000 21.860000 355.000000
Corem Property Group B 59 -1.870000 650.180000 73.180000 12.680000 576.999999
HMS Networks 2 0.060000 720.000000 47.000000 6.980000 673.000000
Boozt 12 -0.350000 1700.400000 46.400000 2.810000 1653.999996
SAAB B 8 0.680000 3417.600000 40.600000 1.200000 3377.000000
OEM International B 7 0.500000 558.600000 30.600000 5.800000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.440000 548.600000 21.600000 4.100000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Coor Service Management Hold. 8 -0.070000 546.400000 14.400000 2.710000 532.000000
Norva24 Group 16 2.720000 556.800000 13.800000 2.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.550000 258.240000 12.240000 4.980000 246.000000
MedCap 2 -2.050000 431.000000 10.000000 2.380000 421.000000
AcadeMedia 12 0.640000 564.240000 7.240000 1.300000 557.000004
Resurs Holding 22 -0.080000 578.160000 4.160000 0.720000 573.999998
Swedbank A 3 1.610000 568.050000 4.050000 0.720000 564.000000
Karnov Group 9 -1.480000 540.000000 4.000000 0.750000 536.000004
Securitas B 6 0.360000 571.440000 1.440000 0.250000 570.000000
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Nordea Bank Abp 29 0.120000 3453.320000 -0.680000 -0.020000 3453.999992
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Essity B 2 -1.450000 571.600000 -2.400000 -0.420000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.250000 524.160000 -9.840000 -1.840000 533.999999
Midsona B 63 -1.940000 572.040000 -10.960000 -1.880000 582.999984
International Petroleum Corp. 5 2.760000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.370000 1534.500000 -129.500000 -7.780000 1663.999992
Axfood 13 0.250000 3597.100000 -158.900000 -4.230000 3756.000001
Fasadgruppen Group 35 0.810000 3486.000000 -325.000000 -8.530000 3810.999990
Ovzon 52 1.770000 2990.000000 -372.000000 -11.060000 3361.999992
TOTAL 46536.200000 -352.370000 -1.43696% 46888.564618

Updated:¶

'2023-01-18 14:26:32.427748'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶